Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47755.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46360.77 Kr¶

PnL: ---------------------------------------> -527.8 Kr¶

DD now: ---------------------------------> -1.798 %¶

Max portfolio DD since start: ----> -13.025 %¶

Anic Portfolio¶

Today¶

Return: 0.934 %¶

This Week¶

Return: 0.469 %¶

Total¶

Return: 56.341 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.230000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 0.260000 2740.500000 104.500000 3.960000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.370000 3439.200000 62.200000 1.840000 3377.000000
Corem Property Group B 59 2.410000 625.990000 48.990000 8.490000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.060000 386.000000 31.000000 8.730000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.270000 601.040000 27.040000 4.710000 573.999998
AcadeMedia 12 0.500000 582.240000 25.240000 4.530000 557.000004
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
Boozt 12 3.180000 1676.400000 22.400000 1.350000 1653.999996
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
Intrum 4 0.780000 540.400000 13.400000 2.540000 527.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.890000 540.000000 8.000000 1.500000 532.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.510000 565.800000 1.800000 0.320000 564.000000
Essity B 2 0.740000 575.400000 1.400000 0.240000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.400000 243.120000 -2.880000 -1.170000 246.000000
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Securitas B 6 0.470000 566.400000 -3.600000 -0.630000 570.000000
CTEK 13 1.260000 523.900000 -10.100000 -1.890000 533.999999
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
Nordea Bank Abp 29 0.530000 3438.820000 -15.180000 -0.440000 3453.999992
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
International Petroleum Corp. 5 0.650000 542.000000 -52.570000 -8.840000 594.565215
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 0.040000 3642.600000 -113.400000 -3.020000 3756.000001
OX2 18 2.970000 1468.800000 -195.200000 -11.730000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46361.250000 -527.320000 -1.79667% 46888.564618

Updated:¶

'2023-01-20 11:21:50.352264'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶